+715.0%
ASTS vs DLR
+54.1%
+660.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -4.1% |
| 7D | +0.8% | +3.3% | -2.5% | -1.4% |
| 30D | -22.6% | +4.6% | -27.2% | -24.4% |
| 3M | -54.4% | -8.3% | -46.1% | -51.1% |
| 6M | -56.4% | -5.6% | -50.8% | -54.5% |
| YTD | -55.1% | +18.7% | -73.8% | -60.0% |
| 1Y | -46.9% | +17.1% | -64.0% | -52.0% |
| 3Y | +715.0% | +54.4% | +660.6% | +763.0% |
| All | +715.0% | +54.1% | +660.9% | +763.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling